-36.8%
CCI vs PFGC
+129.7%
-166.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -3.4% | +1.5% | -4.9% | -3.6% |
| 30D | +9.9% | +17.4% | -7.5% | +6.9% |
| 3M | +22.7% | -2.4% | +25.1% | +22.8% |
| 6M | +0.8% | +18.2% | -17.4% | -2.3% |
| YTD | +4.1% | +23.7% | -19.5% | -0.2% |
| 1Y | -0.6% | +15.0% | -15.6% | -3.6% |
| 3Y | +9.4% | +82.3% | -72.9% | -3.6% |
| 5Y | -36.8% | +131.9% | -168.8% | -46.8% |
| All | -36.8% | +129.7% | -166.6% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling